Oh, so tricky, those homophones! (Homophones being words like their/there/they're and peak/pique/peak... they sound alike when you say them aloud, but boy, are they different!)
In our current conundrum, the correct answer is "b) Did that pique your interest?" The clue here is that it's the funniest-spelled word of the three, and its definition is "Stimulate (interest or curiosity)."
Peak is a pinnacle or point, like the peak of a mountain. Peek is what you do when you pretend you're not looking, like a sneak peek (again, tricky! those two words rhyme but are not spelled the same!) or play peek-a-boo.